+25.4%
UEC vs VLTO
+69.5%
-44.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.8% |
| 7D | -10.2% | +5.4% | -15.6% | -10.3% |
| 30D | -26.9% | +22.3% | -49.2% | -27.6% |
| 3M | -35.7% | +19.6% | -55.3% | -36.2% |
| 6M | -56.1% | +35.2% | -91.3% | -57.0% |
| YTD | -40.8% | +17.9% | -58.6% | -40.7% |
| 1Y | -43.4% | +19.5% | -62.9% | -43.4% |
| 3Y | +25.4% | +73.9% | -48.6% | +15.2% |
| All | +25.4% | +69.5% | -44.1% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling